Modelling financial time series
By: Stephen J Taylor.
Edition: 2nd ed.
Publisher: World Scientific; World Scientific Publishing Co Pte Ltd
Published: 2008
Place of publication: New Jersey
Language: eng
Number of pages: 268
ISBN-13: 9789812770844
Subjects: Stocks -- Prices -- Mathematical models; Commodity exchanges -- Mathematical models; Financial futures -- Mathematical models; Time-series analysis
Notes: Reprint of the edition originally published: Chichester [West Sussex] ; New York :  Wiley,  c1986.

Includes bibliographical references (p. 256-261) and indexes.